NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 41.87 41.88 0.01 0.0% 40.44
High 42.15 42.54 0.39 0.9% 42.68
Low 41.26 41.61 0.35 0.8% 40.40
Close 41.90 42.42 0.52 1.2% 42.42
Range 0.89 0.93 0.04 4.5% 2.28
ATR 1.67 1.62 -0.05 -3.2% 0.00
Volume 313,376 276,340 -37,036 -11.8% 1,387,471
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 44.98 44.63 42.93
R3 44.05 43.70 42.68
R2 43.12 43.12 42.59
R1 42.77 42.77 42.51 42.95
PP 42.19 42.19 42.19 42.28
S1 41.84 41.84 42.33 42.02
S2 41.26 41.26 42.25
S3 40.33 40.91 42.16
S4 39.40 39.98 41.91
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.67 47.83 43.67
R3 46.39 45.55 43.05
R2 44.11 44.11 42.84
R1 43.27 43.27 42.63 43.69
PP 41.83 41.83 41.83 42.05
S1 40.99 40.99 42.21 41.41
S2 39.55 39.55 42.00
S3 37.27 38.71 41.79
S4 34.99 36.43 41.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.68 40.40 2.28 5.4% 1.25 3.0% 89% False False 277,494
10 43.33 37.52 5.81 13.7% 1.67 3.9% 84% False False 248,095
20 43.33 34.04 9.29 21.9% 1.77 4.2% 90% False False 195,756
40 43.33 34.04 9.29 21.9% 1.64 3.9% 90% False False 136,516
60 44.48 34.04 10.44 24.6% 1.58 3.7% 80% False False 103,386
80 44.60 34.04 10.56 24.9% 1.44 3.4% 79% False False 83,993
100 44.60 34.04 10.56 24.9% 1.37 3.2% 79% False False 70,171
120 44.60 34.04 10.56 24.9% 1.45 3.4% 79% False False 60,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.49
2.618 44.97
1.618 44.04
1.000 43.47
0.618 43.11
HIGH 42.54
0.618 42.18
0.500 42.08
0.382 41.97
LOW 41.61
0.618 41.04
1.000 40.68
1.618 40.11
2.618 39.18
4.250 37.66
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 42.31 42.27
PP 42.19 42.12
S1 42.08 41.97

These figures are updated between 7pm and 10pm EST after a trading day.

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